Projects per year
Personal profile
Biography
Giovanni is an Associate Professor at the Department of Economics.
He completed a Ph.D. in Economics and Econometrics at the University of York (UK).
Before joining Monash University, he held positions at the School of Business and Economics of the University of Exeter, at the Department of Economics of the University of Glasgow, and at the Department of Economics and Management of the University of Padua.
His main research interests are in the fields of macroeconomics and time series econometrics. His research has been published, among others, in Journal of Econometrics, Journal of Monetary Economics, Economic Journal, Journal of Applied Econometrics, Journal of Economic History, Journal of Banking and Finance.
More information can be found on his personal webpage.
Research interests
Applied Time Series Econometrics, Macroeconomics
Supervision interests
Measuring uncertainty
Estimating the macroeconomic effects of financial and uncertainty shocks
The interaction of fiscal and monetary policy
The determinants of systemic crises
Multi-layer factor models
Monash teaching commitment
Monetary Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2017 2022
Uncertainty, financial frictions and the Australian business cycle
Caggiano, G., Castelnuovo, E. & Modugno, M.
Australian Research Council (ARC)
28/06/19 → 27/06/22
Project: Research
The macroeconomic effects of global uncertainty
Castelnuovo, E. & Caggiano, G.
4/05/17 → 31/12/18
Project: Research
Research Output 2007 2018
4
Citations
(Scopus)
Risk management-driven policy rate gap
Caggiano, G., Castelnuovo, E. & Nodari, G., 1 Oct 2018, In : Economics Letters. 171, p. 235-238 4 p.Research output: Contribution to journal › Article › Research › peer-review
42
Citations
(Scopus)
Economic policy uncertainty and unemployment in the United States: a nonlinear approach
Caggiano, G., Castelnuovo, E. & Figueres, J. M., 1 Feb 2017, In : Economics Letters. 151, p. 31-34 4 p.Research output: Contribution to journal › Article › Research › peer-review
17
Citations
(Scopus)
Estimating the real effects of uncertainty shocks at the Zero Lower Bound
Caggiano, G., Castelnuovo, E. & Pellegrino, G., 1 Nov 2017, In : European Economic Review. 100, p. 257-272 16 p.Research output: Contribution to journal › Article › Research › peer-review
2
Citations
(Scopus)
Liquidity traps and large-scale financial crises
Caggiano, G., Castelnuovo, E., Damette, O., Parent, A. & Pellegrino, G., 22 Mar 2017, In : Journal of Economic Dynamics and Control. 16 p.Research output: Contribution to journal › Article › Research › peer-review
11
Citations
(Scopus)
Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?
Caggiano, G., Calice, P., Leonida, L. & Kapetanios, G., 1 Jun 2016, In : Journal of Empirical Finance. 37, p. 104-116 13 p.Research output: Contribution to journal › Article › Research › peer-review